Assets A \& B have a standard deviation of 21% \& 25% respectively and a correlation coefficient of 65 . The expected roturn of A is 15% and the expected return of B is 16%. The market porffolio has a standard deviation of 22%. The correlation between A and the market portfolio is 0.75. The correlation between B and the market gortfolio is 0.85. Which of the following is correct regarding the beta of Portfolio A& the beta of Portfolio B ? Cart tell from the intormation given - wou need the return data to non regression to deterive the betas of A E beta A=0.95 beta B=1.14 beta AbetaB=1 betaif =0.72 : brita B=0.97 beta A=0.33 beta 1]=0.51